+69.6%
OTIS vs ACM
+185.3%
-115.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | -2.2% | -3.7% | +1.5% | -0.9% |
| 30D | -4.3% | -12.7% | +8.3% | -0.3% |
| 3M | -2.2% | -9.8% | +7.6% | +0.6% |
| 6M | -19.9% | -31.4% | +11.5% | -9.6% |
| YTD | -19.3% | -32.1% | +12.8% | -9.4% |
| 1Y | -19.6% | -47.8% | +28.2% | -0.6% |
| 3Y | -11.5% | -22.1% | +10.5% | -8.4% |
| 5Y | -16.8% | +1.8% | -18.6% | -22.8% |
| All | +69.6% | +185.3% | -115.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling